+62.3%
DAL vs LBRT
-15.3%
+77.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.1% | +9.2% | -10.3% | -3.1% |
| 30D | +12.8% | -27.5% | +40.4% | +19.9% |
| 3M | -5.3% | -37.9% | +32.6% | +3.8% |
| 6M | +22.4% | -60.7% | +83.1% | +46.5% |
| YTD | +25.6% | -28.5% | +54.1% | +27.7% |
| 1Y | +45.5% | -13.2% | +58.7% | +40.6% |
| 3Y | +161.0% | -28.8% | +189.7% | +149.1% |
| 5Y | +112.2% | +28.0% | +84.3% | +62.6% |
| All | +62.3% | -15.3% | +77.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling